Summary
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAW1LRGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260073
Last Value
452.18
+3.55 (+0.79%)
As of CET
Week to Week Change
-1.52%
52 Week Change
15.28%
Year to Date Change
-1.46%
Daily Low
452.18
Daily High
452.18
52 Week Low
389.43 — 16 Apr 2024
52 Week High
483.07 — 28 Feb 2025
Top 10 Components
| Berkshire Hathaway Inc. Cl B | US |
| Microsoft Corp. | US |
| Apple Inc. | US |
| VISA Inc. Cl A | US |
| Johnson & Johnson | US |
| Coca-Cola Co. | US |
| Automatic Data Processing Inc. | US |
| Cisco Systems Inc. | US |
| CME Group Inc. Cl A | US |
| LINDE | US |
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